Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 6 13 15 124
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 3 3 5 85
Automated Estimation of Vector Error Correction Models 0 0 1 292 5 9 11 265
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 3 4 7 170
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 5 8 70
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 0 0 111 3 7 8 193
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 7 10 14 125
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 5 8 13 118
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 7 10 128
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 2 7 11 68
Sieve inference on semi-nonparametric time series models 0 0 0 13 6 8 10 64
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 6 7 7 62
Total Working Papers 0 0 4 713 49 88 119 1,472


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 0 19 6 7 10 90
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 3 6 6 102
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 7 10 14 136
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 1 1 58 13 22 24 243
Sieve M inference on irregular parameters 1 1 1 15 7 11 14 127
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 4 7 162
Sieve semiparametric two-step GMM under weak dependence 1 2 2 24 5 10 15 141
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 5 9 9 18
Total Journal Articles 2 4 4 188 48 79 99 1,019


Statistics updated 2026-02-12